+968.1%
SHW vs MTSI
+1,308.1%
-340.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.0% | -0.1% |
| 7D | -3.2% | +1.4% | -4.6% | -3.4% |
| 30D | -9.5% | +2.1% | -11.6% | -10.2% |
| 3M | +11.5% | -29.7% | +41.2% | +15.9% |
| 6M | -3.5% | +12.5% | -16.1% | -7.1% |
| YTD | +3.7% | +57.0% | -53.3% | -5.4% |
| 1Y | -7.9% | +103.9% | -111.8% | -19.8% |
| 3Y | +24.7% | +223.6% | -198.9% | -1.2% |
| 5Y | +13.6% | +321.6% | -308.0% | -14.7% |
| 10Y | +283.0% | +517.7% | -234.8% | +143.4% |
| All | +968.1% | +1,308.1% | -340.1% | +509.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling